+90.3%
RIO vs FIVE
+16.7%
+73.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.9% | +2.7% | -3.6% | -1.3% |
| 30D | -9.1% | +12.7% | -21.8% | -10.7% |
| 3M | -13.7% | +2.1% | -15.7% | -14.1% |
| 6M | -24.3% | +17.5% | -41.8% | -26.5% |
| YTD | +8.9% | +31.0% | -22.1% | +3.8% |
| 1Y | +22.7% | +67.7% | -45.1% | +12.9% |
| 3Y | +51.2% | +43.4% | +7.8% | +37.4% |
| All | +90.3% | +16.7% | +73.6% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling